+696.9%
AVGO vs CRH
+93.9%
+603.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +1.1% | -6.1% | +7.2% | +4.6% |
| 30D | -13.0% | -9.3% | -3.7% | -8.5% |
| 3M | -6.0% | -15.2% | +9.2% | +1.8% |
| 6M | +6.4% | -14.2% | +20.6% | +13.6% |
| YTD | +5.0% | -28.3% | +33.2% | +24.0% |
| 1Y | +1.4% | -21.8% | +23.2% | +13.1% |
| 3Y | +336.8% | +71.6% | +265.2% | +207.7% |
| All | +696.9% | +93.9% | +603.0% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling